I've used both in my time (civvy then RAF then civvy again). The advantage of a QFE landing is that it removes the need for mental maths on final approach.
Changing from QNH to QFE to QNH isn't difficult - especially if you follow a checklist!
As a helicopter pilot it is relatively easy to approximate a local QNH yourself if you land at a remote site out in the sticks away from an airfield and have to depart after some delay when the barometric pressure has changed - provided you know the elevation of the landing site. Setting QFE in those circumstances is meaningless.